Anic Equity¶

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Total return since start: 0.547 %¶

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Equity now: -----------------------------> 47263.76 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45865.77 Kr¶

PnL: ---------------------------------------> -1022.8 Kr¶

DD now: ---------------------------------> -2.809 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 09:22:57.906757'

Anic Portfolio¶

This Week¶

Return: -1.352 %¶

Total¶

Return: 54.734 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -0.160000 3105.000000 178.000000 6.080000 2927.000000
HEBA B 70 0.000000 2772.000000 136.000000 5.160000 2636.000010
HMS Networks 2 -2.380000 772.000000 99.000000 14.710000 673.000000
Nordea Bank Abp 29 0.430000 3498.560000 44.560000 1.290000 3453.999992
MedCap 2 -0.220000 462.000000 41.000000 9.740000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.210000 390.600000 35.600000 10.030000 355.000000
SAAB B 8 -1.020000 3408.000000 31.000000 0.920000 3377.000000
Corem Property Group B 59 0.200000 600.030000 23.030000 3.990000 576.999999
Resurs Holding 22 0.220000 595.100000 21.100000 3.680000 573.999998
AcadeMedia 12 -0.290000 576.960000 19.960000 3.580000 557.000004
Norva24 Group 16 1.270000 560.960000 17.960000 3.310000 543.000000
Eastnine 4 0.790000 508.000000 17.000000 3.460000 491.000000
Fastighetsbolag. Emilshus Pref 21 0.180000 576.450000 14.450000 2.570000 562.000005
Swedbank A 3 0.420000 578.250000 14.250000 2.530000 564.000000
Intrum 4 -0.880000 540.000000 13.000000 2.470000 527.000000
OEM International B 7 -1.030000 540.400000 12.400000 2.350000 527.999997
Securitas B 6 0.310000 577.920000 7.920000 1.390000 570.000000
Creaspac SPAC 6 0.310000 582.600000 5.600000 0.970000 577.000002
Karnov Group 9 0.170000 540.900000 4.900000 0.910000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.490000 247.920000 1.920000 0.780000 246.000000
Coor Service Management Hold. 8 -0.600000 532.400000 0.400000 0.080000 532.000000
Handelsbanken A 5 0.140000 540.750000 -5.250000 -0.960000 546.000000
Boozt 12 -1.510000 1646.400000 -7.600000 -0.460000 1653.999996
Midsona B 63 1.000000 573.930000 -9.070000 -1.560000 582.999984
Essity B 2 0.070000 549.600000 -24.400000 -4.250000 574.000000
CTEK 13 -4.460000 507.000000 -27.000000 -5.060000 533.999999
International Petroleum Corp. 5 2.080000 563.500000 -31.070000 -5.230000 594.565215
Essity A 4 0.550000 1104.000000 -45.000000 -3.920000 1149.000000
Vivesto 1368 -1.230000 547.200000 -65.800000 -10.730000 612.999432
Sampo Oyj SDB 7 0.470000 3776.500000 -73.500000 -1.910000 3850.000000
Fasadgruppen Group 35 1.550000 3668.000000 -143.000000 -3.750000 3810.999990
Beijer Electronics Group 26 -0.370000 2792.400000 -178.600000 -6.010000 2971.000006
OX2 18 -0.950000 1404.900000 -259.100000 -15.570000 1663.999992
Axfood 13 0.220000 3476.200000 -279.800000 -7.450000 3756.000001
Ovzon 52 -0.940000 2750.800000 -611.200000 -18.180000 3361.999992
TOTAL 45867.230000 -1021.340000 -2.80624% 46888.564618

Updated:¶

'2023-01-27 09:22:05.960835'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶